Finding a basis for $\Bbb R^\infty$ depends on how you choose to define $\Bbb R^\infty$. Let's expand on @MattSamuel's comment by introducing some terminology.
The support of a function $f:X\to\Bbb R$ is the set
$$
\DeclareMathOperator{supp}{supp}\supp(f)=\{x\in X:f(x)\neq0\}
$$
One reasonable definition of $\Bbb R^\infty$ is
$$
\Bbb R^\infty=\left\{\Bbb N\xrightarrow{f}\Bbb R:\lvert\supp(f)\rvert<\infty\right\}
$$
It is not difficult that this definition makes $\Bbb R^\infty$ an $\Bbb R$-vector space. To exhibit a basis, for $j\in\Bbb N$ let $\chi_j:\Bbb N\to\Bbb R$ be
$$
\chi_j(n)=
\begin{cases}
1 & n=j \\
0 & n\neq j
\end{cases}
$$
One then shows that
$$
\beta=\{\chi_j:j\in\Bbb N\}
$$
is a basis for $\Bbb R^\infty$.
If, however, one chooses to define $\Bbb R^\infty$ as the collection of all maps $f:\Bbb N\to\Bbb R$, then $\Bbb R^\infty$ is still an $\Bbb R$-vector space and therefore Zorn's lemma implies that $\Bbb R^\infty$ has a basis. This time a basis is much more difficult (or maybe even impossible!) to write down.